Moving Average and Autoregressive Processes
Wiley series in probability and statistics1995pp. 21–111
Abstract
The prelims comprise: Moving Average Processes Absolutely Sumble Sequences and Infinite Moving Averages An Introduction to Autoregressive Time Series Difference Equations The Second order Autoregressive Time Series Alternative Representations of Autoregressive and Moving Average Processes Autoregressive Moving Average Time Series Vector Processes Prediction The Wold Decomposition Long Memory processes
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